Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.554 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 47454.99 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46060.08 Kr¶

PnL: ---------------------------------------> -828.49 Kr¶

DD now: ---------------------------------> -2.416 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-19 11:16:01.759797'

Anic Portfolio¶

Today¶

Return: -0.942 %¶

This Week¶

Return: -0.165 %¶

Total¶

Return: 55.355 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 -2.810000 3057.600000 86.600000 2.910000 2971.000006
HEBA B 70 -3.360000 2716.000000 80.000000 3.030000 2636.000010
FM Mattsson Mora Group B 50 -0.170000 3000.000000 73.000000 2.490000 2927.000000
Corem Property Group B 59 -0.740000 633.070000 56.070000 9.720000 576.999999
SAAB B 8 0.590000 3421.600000 44.600000 1.320000 3377.000000
Samhällsbyggnadsbo. i Norden B 20 -6.540000 395.900000 40.900000 11.520000 355.000000
OEM International B 7 -1.500000 553.000000 25.000000 4.730000 527.999997
Norva24 Group 16 -1.230000 565.120000 22.120000 4.070000 543.000000
MedCap 2 -1.790000 438.000000 17.000000 4.040000 421.000000
HMS Networks 2 -3.090000 689.200000 16.200000 2.410000 673.000000
Intrum 4 -1.770000 543.000000 16.000000 3.040000 527.000000
Eastnine 4 -0.630000 504.800000 13.800000 2.810000 491.000000
Coor Service Management Hold. 8 -1.160000 545.200000 13.200000 2.480000 532.000000
AcadeMedia 12 -0.800000 564.480000 7.480000 1.340000 557.000004
Fastighetsbolag. Emilshus Pref 21 -0.180000 568.050000 6.050000 1.080000 562.000005
Swedbank A 3 -0.190000 566.100000 2.100000 0.370000 564.000000
Securitas B 6 -0.500000 571.440000 1.440000 0.250000 570.000000
Samhällsbyggnadsbo. i Norden D 12 -3.640000 247.440000 1.440000 0.590000 246.000000
Essity B 2 0.740000 574.400000 0.400000 0.070000 574.000000
Creaspac SPAC 6 -0.410000 576.600000 -0.400000 -0.070000 577.000002
Essity A 4 0.350000 1148.000000 -1.000000 -0.090000 1149.000000
Handelsbanken A 5 0.650000 544.500000 -1.500000 -0.270000 546.000000
Resurs Holding 22 -1.180000 572.440000 -1.560000 -0.270000 573.999998
Boozt 12 -4.180000 1651.200000 -2.800000 -0.170000 1653.999996
Midsona B 63 0.000000 574.560000 -8.440000 -1.450000 582.999984
Karnov Group 9 -0.340000 526.500000 -9.500000 -1.770000 536.000004
CTEK 13 -2.410000 520.780000 -13.220000 -2.480000 533.999999
Nordea Bank Abp 29 -0.420000 3424.900000 -29.100000 -0.840000 3453.999992
International Petroleum Corp. 5 -4.730000 534.000000 -60.570000 -10.190000 594.565215
Vivesto 1368 -3.070000 552.400000 -60.600000 -9.890000 612.999432
Sampo Oyj SDB 7 0.560000 3759.000000 -91.000000 -2.360000 3850.000000
Axfood 13 -0.470000 3611.400000 -144.600000 -3.850000 3756.000001
OX2 18 -2.300000 1492.200000 -171.800000 -10.320000 1663.999992
Fasadgruppen Group 35 1.520000 3500.000000 -311.000000 -8.160000 3810.999990
Ovzon 52 -2.260000 2917.200000 -444.800000 -13.230000 3361.999992
TOTAL 46060.080000 -828.490000 -2.416% 46888.564618

Updated:¶

'2023-01-19 11:16:14.530299'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶